Pages that link to "Item:Q1752286"
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The following pages link to Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286):
Displaying 3 items.
- Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)
